+301.7%
EXPD vs CRL
+386.8%
-85.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -4.1% |
| 7D | -7.2% | -6.1% | -1.1% | -6.0% |
| 30D | -3.3% | +12.4% | -15.7% | -6.3% |
| 3M | +3.4% | +27.1% | -23.7% | -3.0% |
| 6M | +22.7% | +85.7% | -63.0% | +4.2% |
| YTD | +24.5% | +69.2% | -44.7% | +7.2% |
| 1Y | +38.6% | +97.5% | -58.9% | +14.7% |
| 3Y | +71.5% | +86.1% | -14.6% | +35.7% |
| 5Y | +56.2% | -10.0% | +66.3% | +49.4% |
| All | +301.7% | +386.8% | -85.1% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling